NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.073 |
4.140 |
0.067 |
1.6% |
4.236 |
High |
4.167 |
4.143 |
-0.024 |
-0.6% |
4.252 |
Low |
4.073 |
4.075 |
0.002 |
0.0% |
4.031 |
Close |
4.145 |
4.108 |
-0.037 |
-0.9% |
4.054 |
Range |
0.094 |
0.068 |
-0.026 |
-27.7% |
0.221 |
ATR |
0.094 |
0.092 |
-0.002 |
-1.8% |
0.000 |
Volume |
16,209 |
18,452 |
2,243 |
13.8% |
136,277 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.313 |
4.278 |
4.145 |
|
R3 |
4.245 |
4.210 |
4.127 |
|
R2 |
4.177 |
4.177 |
4.120 |
|
R1 |
4.142 |
4.142 |
4.114 |
4.126 |
PP |
4.109 |
4.109 |
4.109 |
4.100 |
S1 |
4.074 |
4.074 |
4.102 |
4.058 |
S2 |
4.041 |
4.041 |
4.096 |
|
S3 |
3.973 |
4.006 |
4.089 |
|
S4 |
3.905 |
3.938 |
4.071 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.775 |
4.636 |
4.176 |
|
R3 |
4.554 |
4.415 |
4.115 |
|
R2 |
4.333 |
4.333 |
4.095 |
|
R1 |
4.194 |
4.194 |
4.074 |
4.153 |
PP |
4.112 |
4.112 |
4.112 |
4.092 |
S1 |
3.973 |
3.973 |
4.034 |
3.932 |
S2 |
3.891 |
3.891 |
4.013 |
|
S3 |
3.670 |
3.752 |
3.993 |
|
S4 |
3.449 |
3.531 |
3.932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.198 |
4.015 |
0.183 |
4.5% |
0.096 |
2.3% |
51% |
False |
False |
23,012 |
10 |
4.252 |
4.015 |
0.237 |
5.8% |
0.096 |
2.3% |
39% |
False |
False |
23,907 |
20 |
4.252 |
3.950 |
0.302 |
7.4% |
0.093 |
2.3% |
52% |
False |
False |
19,288 |
40 |
4.727 |
3.950 |
0.777 |
18.9% |
0.086 |
2.1% |
20% |
False |
False |
17,277 |
60 |
5.027 |
3.950 |
1.077 |
26.2% |
0.089 |
2.2% |
15% |
False |
False |
15,405 |
80 |
5.052 |
3.950 |
1.102 |
26.8% |
0.091 |
2.2% |
14% |
False |
False |
13,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.432 |
2.618 |
4.321 |
1.618 |
4.253 |
1.000 |
4.211 |
0.618 |
4.185 |
HIGH |
4.143 |
0.618 |
4.117 |
0.500 |
4.109 |
0.382 |
4.101 |
LOW |
4.075 |
0.618 |
4.033 |
1.000 |
4.007 |
1.618 |
3.965 |
2.618 |
3.897 |
4.250 |
3.786 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.109 |
4.102 |
PP |
4.109 |
4.097 |
S1 |
4.108 |
4.091 |
|